Quantum Nifty 50 - Etf Overview | ||||||
---|---|---|---|---|---|---|
Category | ETF | |||||
BMSMONEY Rank | 35 | |||||
BMSMONEY Rating | ||||||
Gro. Opt. | As On: | 29-10-2024 | ||||
NAV | ₹2640.98(R) | +0.59% | (D) | % | ||
Returns | 1Y | 3Y | 5Y | 7Y | 10Y | |
LumpSum (R) | 29.15% | 12.67% | 16.86% | 13.04% | 12.01% | |
LumpSum (D) | ||||||
SIP (R) | 17.61% | 18.19% | 19.04% | 16.75% | 14.25% | |
SIP (D) | ||||||
Ratio | Sharpe Ratio | Sortino Ratio | Sterling Ratio | Jensen's Alpha | Treynor Ratio | |
0.63 | 0.33 | 0.75 | -0.08% | 0.08 | ||
Risk | STD. Dev | VaR 1Y95% | Max DD | Beta | Semi Devi. | |
12.18% | -13.05% | -9.97% | 1.0 | 8.35% |
NAV Date: 29-10-2024
Scheme Name | NAV | Rupee Change | Percent Change |
---|---|---|---|
Quantum Nifty 50 ETF | 2640.98 |
15.5900
|
0.5900%
|
Review Date: 29-10-2024
A review of the different performance parameters of the fund is as follows:KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
1M Return % | -5.13 |
-3.47
|
-12.73 | 9.78 | 109 | 186 | Average | |
3M Return % | -1.21 |
0.29
|
-10.60 | 34.51 | 106 | 186 | Average | |
6M Return % | 8.96 |
6.84
|
-89.22 | 27.00 | 95 | 178 | Average | |
1Y Return % | 29.15 |
24.62
|
-88.47 | 72.98 | 101 | 166 | Average | |
3Y Return % | 12.67 |
2.90
|
-49.52 | 45.99 | 43 | 98 | Good | |
5Y Return % | 16.86 |
1.15
|
-53.68 | 29.92 | 22 | 68 | Good | |
7Y Return % | 13.04 |
1.59
|
-40.58 | 18.97 | 25 | 51 | Good | |
10Y Return % | 12.01 |
6.28
|
-11.00 | 17.42 | 11 | 17 | Average | |
15Y Return % | 12.07 |
6.19
|
-4.08 | 12.07 | 1 | 4 | Very Good | |
1Y SIP Return % | 17.61 |
19.57
|
-35.14 | 47.71 | 96 | 154 | Average | |
3Y SIP Return % | 18.19 |
19.17
|
-9.58 | 52.72 | 47 | 88 | Average | |
5Y SIP Return % | 19.04 |
16.55
|
-8.06 | 45.93 | 25 | 59 | Good | |
7Y SIP Return % | 16.75 |
13.47
|
-7.44 | 32.24 | 19 | 42 | Good | |
10Y SIP Return % | 14.25 |
15.03
|
6.91 | 20.18 | 12 | 13 | Average | |
15Y SIP Return % | 13.19 |
12.14
|
9.95 | 13.29 | 2 | 3 | Good | |
Standard Deviation | 12.18 |
13.08
|
0.00 | 29.31 | 31 | 79 | Good | |
Semi Deviation | 8.35 |
8.97
|
0.00 | 19.36 | 35 | 79 | Good | |
Max Drawdown % | -9.97 |
-12.20
|
-37.64 | 0.00 | 34 | 79 | Good | |
VaR 1 Y % | -13.05 |
-14.77
|
-34.01 | 0.00 | 32 | 79 | Good | |
Average Drawdown % | -6.12 |
-5.76
|
-34.88 | 0.00 | 51 | 79 | Average | |
Sharpe Ratio | 0.63 |
0.51
|
-1.15 | 2.19 | 37 | 76 | Good | |
Sterling Ratio | 0.75 |
0.72
|
0.00 | 2.91 | 33 | 79 | Good | |
Sortino Ratio | 0.33 |
0.26
|
-1.00 | 1.59 | 38 | 79 | Good | |
Jensen Alpha % | -0.08 |
-0.21
|
-1.31 | 3.50 | 10 | 33 | Good | |
Treynor Ratio | 0.08 |
0.11
|
0.03 | 0.31 | 21 | 33 | Average | |
Modigliani Square Measure % | 15.04 |
18.63
|
10.12 | 40.29 | 21 | 33 | Average | |
Alpha % | -0.10 |
-0.50
|
-2.21 | 1.01 | 8 | 33 | Very Good |
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
Standard Deviation | 12.18 | 13.08 | 0.00 | 29.31 | 31 | 79 | ||
Semi Deviation | 8.35 | 8.97 | 0.00 | 19.36 | 35 | 79 | ||
Max Drawdown % | -9.97 | -12.20 | -37.64 | 0.00 | 34 | 79 | ||
VaR 1 Y % | -13.05 | -14.77 | -34.01 | 0.00 | 32 | 79 | ||
Average Drawdown % | -6.12 | -5.76 | -34.88 | 0.00 | 51 | 79 | ||
Sharpe Ratio | 0.63 | 0.51 | -1.15 | 2.19 | 37 | 76 | ||
Sterling Ratio | 0.75 | 0.72 | 0.00 | 2.91 | 33 | 79 | ||
Sortino Ratio | 0.33 | 0.26 | -1.00 | 1.59 | 38 | 79 | ||
Jensen Alpha % | -0.08 | -0.21 | -1.31 | 3.50 | 10 | 33 | ||
Treynor Ratio | 0.08 | 0.11 | 0.03 | 0.31 | 21 | 33 | ||
Modigliani Square Measure % | 15.04 | 18.63 | 10.12 | 40.29 | 21 | 33 | ||
Alpha % | -0.10 | -0.50 | -2.21 | 1.01 | 8 | 33 |
Investment Period | Regular | Direct | ||
---|---|---|---|---|
Return % | Current Value of ₹ 10000 | Return % | Current Value of ₹ 10000 | |
1D | 0.59 | ₹ 10,059.00 | ₹ | |
1W | 0.05 | ₹ 10,005.00 | ₹ | |
1M | -5.13 | ₹ 9,487.00 | ₹ | |
3M | -1.21 | ₹ 9,879.00 | ₹ | |
6M | 8.96 | ₹ 10,896.00 | ₹ | |
1Y | 29.15 | ₹ 12,915.00 | ₹ | |
3Y | 12.67 | ₹ 14,303.00 | ₹ | |
5Y | 16.86 | ₹ 21,797.00 | ₹ | |
7Y | 13.04 | ₹ 23,578.00 | ₹ | |
10Y | 12.01 | ₹ 31,088.00 | ₹ | |
15Y | 12.07 | ₹ 55,264.00 | ₹ |
Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.
Investment Period | Invested Amount | Regular | Direct | ||
---|---|---|---|---|---|
XIRR % | Current Value of Invested Amount | XIRR % | Current Value of Invested Amount | ||
1Y | ₹ 12000 | 17.61 | ₹ 13,115.35 | ₹ | |
3Y | ₹ 36000 | 18.19 | ₹ 47,075.15 | ₹ | |
5Y | ₹ 60000 | 19.04 | ₹ 96,442.38 | ₹ | |
7Y | ₹ 84000 | 16.75 | ₹ 152,677.98 | ₹ | |
10Y | ₹ 120000 | 14.25 | ₹ 252,782.88 | ₹ | |
15Y | ₹ 180000 | 13.19 | ₹ 527,386.68 | ₹ |
Date | Quantum Nifty 50 - Etf NAV Regular Growth | Quantum Nifty 50 - Etf NAV Direct Growth |
---|---|---|
29-10-2024 | 2640.9764 | None |
28-10-2024 | 2625.3887 | None |
25-10-2024 | 2608.3282 | None |
24-10-2024 | 2631.9214 | None |
23-10-2024 | 2635.8173 | None |
22-10-2024 | 2639.779 | None |
21-10-2024 | 2672.8084 | None |
18-10-2024 | 2680.7075 | None |
17-10-2024 | 2669.2237 | None |
16-10-2024 | 2693.123 | None |
15-10-2024 | 2702.3916 | None |
14-10-2024 | 2710.0064 | None |
11-10-2024 | 2692.3748 | None |
10-10-2024 | 2696.0692 | None |
09-10-2024 | 2694.294 | None |
08-10-2024 | 2697.6791 | None |
07-10-2024 | 2674.2551 | None |
04-10-2024 | 2697.8879 | None |
03-10-2024 | 2723.2944 | None |
01-10-2024 | 2782.2801 | None |
30-09-2024 | 2783.7894 | None |
Fund Launch Date: 09/Jun/2008 |
Fund Category: ETF |
Investment Objective: The investment objective of the scheme is to invest in stocks of companies comprising Nifty 50 Index and endeavor to achievereturn equivalent to Nifty by œPassive investment. The Scheme will be managed by replicating the index in the same weightage as in the Nifty 50 Indexwith the intention of minimizing the performance dierences between the scheme and the Nifty 50 Index in capital terms, subject to market liquidity,costs of trading, managing expenses and other factors which may cause tracking error. |
Fund Description: An Open Ended Scheme Replicating / Tracking Nifty 50 Index |
Fund Benchmark: Nifty 50 Total Return Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.